Undergraduate Course: Modern Probability Theory (MATH10040)
Course Outline
School |
School of Mathematics |
College |
College of Science and Engineering |
Course type |
Standard |
Availability |
Available to all students |
Credit level (Normal year taken) |
SCQF Level 10 (Year 4 Undergraduate) |
Credits |
10 |
Home subject area |
Mathematics |
Other subject area |
Specialist Mathematics & Statistics (Honours) |
Course website |
http://student.maths.ed.ac.uk |
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Course description |
Course for final year students in Honours programmes in Mathematics.
A brief introduction to the measure-theoretic framework of probability theory. In particular, basic integration theory is provided in the natural context of probability theory. Secondly, an application oriented selection from the theory of random processes is presented. |
Entry Requirements
Pre-requisites |
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Co-requisites |
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Prohibited Combinations |
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Other requirements |
None
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Additional Costs |
None |
Course Delivery Information
Summary of Intended Learning Outcomes
To understand stochastic models in various fields of science and engineering, eg. in the financial industry and in stochastic filtering and control problems of engineering. |
Assessment Information
Examination only.
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Please see Visiting Student Prospectus website for Visiting Student Assessment information |
Special Arrangements
Not entered |
Contacts
Course organiser |
Dr Liam O'Carroll
Tel: (0131 6)50 5070
Email: L.O'Carroll@ed.ac.uk |
Course secretary |
Ms Jennifer Marshall
Tel: (0131 6)50 5048
Email: Jennifer.Marshall@ed.ac.uk |
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copyright 2010 The University of Edinburgh -
1 September 2010 6:18 am
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